I can't speak for the whole world... but In Canada, at least.. I used to always think that round trip tickets worked out cheaper until budget airlines (Flair, Lynx, Swoop) came on the scene, I think it forced the likes of Westjet and Air Canada to match the prices of these airlines and in turn prices came down. Flights to USA / Mexico from Canada and within Canada or USA I find NOW are almost always the same price for 2x one way vs return.
Conversely, I also found that MOST of the time, return flights to Europe from Canada (atleast) ARE cheaper than two one ways. The pricing models seem to be evolving over the past few years.